We explored using it as a production trading system but we had trouble
creating code that was responsive simultaneously to both the data feed
and user input. We explored various mechanisms around Dynamic[] and
Manipulate[]. There is probably a good way to do this in Mathematica,
but we ultimately decided to use other tools.
Michael
Joel Reymont wrote:
> Is Mathematica suitable for keeping up to date a time series built
> from a real-time data feed?
>
> Suppose I want to daytrade futures. I can try to hook up ZenFire
> (http://www.rithmic.com) to Mathematica but should I make it update a
> time series of various contracts or should I do this outside of
> Mathematica?
>
> If I update a time series in real time within Mathematica, can it keep
> a file of doubles on disk rather than keep everything in memory? In
> other words, is Mathematica suitable as a tick (quote) database?
>
> Thanks, Joel
>
>